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Themes

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There are 115 results

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Discussion paper

DP17646 Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty

  • Niko Hauzenberger
  • Florian Huber
  • Massimiliano Marcellino
  • Nico Petz

4 Nov 2022
  • Monetary Economics and Fluctuations
  • C11
  • C14
  • C32
Discussion paper

DP17640 Blended Identification in Structural VARs

  • Andrea Carriero
  • Massimiliano Marcellino
  • Tommaso Tornese

3 Nov 2022
  • Monetary Economics and Fluctuations
  • C11
  • C32
  • D81
  • E32
Discussion paper

DP17638 Graphical model inference with external network data

  • Jack Jewson
  • Li Li
  • Laura Battaglia
  • Stephen Hansen
  • David Rossell
  • Piotr Zwiernik

2 Nov 2022
  • Public Economics
  • Asset Pricing
  • C11
  • C55
Discussion paper

DP17576 Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation

  • David Childers
  • Jesus Fernandez-Villaverde
  • Jesse Perla
  • Chris Rackauckas
  • Peifan Wu

7 Oct 2022
  • Monetary Economics and Fluctuations
  • C10
  • C11
  • E10
Discussion paper

DP16096 Optimal Price Targeting

  • Adam Smith
  • Stephan Seiler
  • Ishant Aggarwal

14 Jul 2022
  • Industrial Organization
  • C11
  • C33
  • C45
  • C52
  • D12
  • L11
  • L81
Discussion paper

DP17461 Tail Forecasting with Multivariate Bayesian Additive Regression Trees

  • Todd Clark
  • Florian Huber
  • Massimiliano Marcellino
  • Michael Pfarrhofer

12 Jul 2022
  • Monetary Economics and Fluctuations
  • C11
  • C32
  • C53
Discussion paper

DP17391 Estimating Nonlinear Heterogeneous Agents Models with Neural Networks

  • Leonardo Melosi
  • Matthias Rottner

17 Jun 2022
  • Macroeconomics and Growth
  • Monetary Economics and Fluctuations
  • C11
  • C45
  • D31
  • E32
  • E52
Discussion paper

DP17111 Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices

  • Thomas Hasenzagl
  • Filippo Pellegrino
  • Lucrezia Reichlin
  • Giovanni Ricco

15 Mar 2022
  • Monetary Economics and Fluctuations
  • C11
  • C32
  • C53
  • E31
  • E32
  • E52
Discussion paper

DP17049 On the Effects of Monetary Policy Shocks on Earnings and Consumption Heterogeneity

  • Minsu Chang
  • Frank Schorfheide

18 Feb 2022
  • Monetary Economics and Fluctuations
  • C11
  • C32
  • C52
  • E32
Discussion paper

DP17035 Sequential Monte Carlo With Model Tempering

  • Marko Mlikota
  • Frank Schorfheide

15 Feb 2022
  • Monetary Economics and Fluctuations
  • C11
  • C32
Discussion paper

DP16994 Macroeconomic Forecasting in a Multi-country Context

  • Yu Bai
  • Andrea Carriero
  • Todd Clark
  • Massimiliano Marcellino

2 Feb 2022
  • Monetary Economics and Fluctuations
  • C11
  • C33
  • C53
  • C55
Discussion paper

DP16818 Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’

  • Lutz Kilian

18 Dec 2021
  • International Macroeconomics and Finance
  • C11
  • C32
  • C52
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